Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74376.70 Day 48 8045.76 91-180 Days Z-1 7178.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106586.38 Day 48 12141.32 <30 Days A-2 21034.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 100897.56 Day 48 1958.67 30-90 Days A-3 17667.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59872.74 Day 48 3776.70 <30 Days A-4 8456.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39822.80 Day 48 4053.29 91-180 Days A-5 4193.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11067.20 Day 48 1461.79 91-180 Days CB-1 41.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106133.96 Day 48 1271.39 <30 Days CB-2 19895.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4022.23 Day 48 372.33 Open CB-3 620.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58526.84 Day 48 3120.04 <30 Days E-1 8356.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36403.66 Day 48 4081.99 30-90 Days E-2 4157.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99170.57 Day 48 4834.18 Open G-1 11408.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6188.64 Day 48 500.44 Open G-2 171.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48805.69 Day 48 6317.04 <30 Days G-3 6649.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99587.01 Day 48 248.38 <30 Days IG-1 14665.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11294.70 Day 48 104.98 91-180 Days IG-2 1545.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99871.73 Day 48 8668.47 91-180 Days S-1 7438.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72163.45 Day 48 9592.48 Open S-2 563.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93921.61 Day 48 6485.65 91-180 Days S-3 18028.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112722.68 Day 48 10267.17 91-180 Days S-4 10957.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 61879.77 Day 48 5323.50 Open S-5 5016.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 47516.11 Day 48 7087.21 30-90 Days S-6 6836.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41473.54 Day 48 5547.41 Open S-7 3572.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107079.45 Day 49 1536.89 Open A-0-Q 2067.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34601.55 Day 49 3535.67 <30 Days A-1-Q 1777.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35071.02 Day 49 3933.89 Open A-2-Q 5363.09 Yes Liberty Capital Markets Inc. Finance